Hedge Fund Performance Report – May 2018

Developed Equities and Vol Strategies Outperformed in May, Macro and Managed Futures Produced Losses

Hedge funds returned an average of +0.65% in May, and are +0.84% in 2018. Mixed returns were led by those with developed market equity exposures, while market declines in India, Brazil, and Italy hurt EM strategies and macro funds.

Key findings from this report include:

  • Hedge funds returned an average of +0.65% in May, and are now +0.84% in 2018.
  • Long/short equity rebounded in May, taking over as the industry-leading strategy.
  • Managed futures posted a third decline in the last four months, now leading the industry to the downside.

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